arXiv · 1807.02149
In this article, we study the largest gaps of the classical random matrices of CUE and GUE, and show that after rescaling, the limiting densities are given by the Gumbel distributions.
Renjie Feng, Dongyi Wei. 2018-07-05. Large gaps of CUE and GUE. https://arxiv.org/abs/1807.02149
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